Optimization-Theory and Applications

1 Problems of Optimization-A General View.- 1.1 Classical Lagrange Problems of the Calculus of Variations.- 1.2 Classical Lagrange Problems with Constraints on the Derivatives.- 1.3 Classical Bolza Problems of the Calculus of Variations.- 1.4 Classical Problems Depending on Derivatives of Higher Order.- 1.5 Examples of Classical Problems of the Calculus of Variations.- 1.6 Remarks.- 1.7 The Mayer Problems of Optimal Control.- 1.8 Lagrange and Bolza Problems of Optimal Control.- 1.9 Theoretical Equivalence of Mayer, Lagrange, and Bolza Problems of Optimal Control. Problems of the Calculus of Variations as Problems of Optimal Control.- 1.10 Examples of Problems of Optimal Control.- 1.11 Exercises.- 1.12 The Mayer Problems in Terms of Orientor Fields.- 1.13 The Lagrange Problems of Control as Problems of the Calculus of Variations with Constraints on the Derivatives.- 1.14 Generalized Solutions.- Bibliographical Notes.- 2 The Classical Problems of the Calculus of Variations: Necessary Conditions and Sufficient Conditions; Convexity and Lower Semicontinuity.- 2.1 Minima and Maxima for Lagrange Problems of the Calculus of Variations.- 2.2 Statement of Necessary Conditions.- 2.3 Necessary Conditions in Terms of Gateau Derivatives.- 2.4 Proofs of the Necessary Conditions and of Their Invariant Character.- 2.5 Jacobi's Necessary Condition.- 2.6 Smoothness Properties of Optimal Solutions.- 2.7 Proof of the Euler and DuBois-Reymond Conditions in the Unbounded Case.- 2.8 Proof of the Transversality Relations.- 2.9 The String Property and a Form of Jacobi's Necessary Condition.- 2.10 An Elementary Proof of Weierstrass's Necessary Condition.- 2.11 Classical Fields and Weierstrass's Sufficient Conditions.- 2.12 More Sufficient Conditions.- 2.13 Value Function and Further Sufficient Conditions.- 2.14 Uniform Convergence and Other Modes of Convergence.- 2.15 Semicontinuity of Functionals.- 2.16 Remarks on Convex Sets and Convex Real Valued Functions.- 2.17 A Lemma Concerning Convex Integrands.- 2.18 Convexity and Lower Semicontinuity: A Necessary and Sufficient Condition.- 2.19 Convexity as a Necessary Condition for Lower Semicontinuity.- 2.20 Statement of an Existence Theorem for Lagrange Problems of the Calculus of Variations.- Bibliographical Notes.- 3 Examples and Exercises on Classical Problems.- 3.1 An Introductory Example.- 3.2 Geodesics.- 3.3 Exercises.- 3.4 Fermat's Principle.- 3.5 The Ramsay Model of Economic Growth.- 3.6 Two Isoperimetric Problems.- 3.7 More Examples of Classical Problems.- 3.8 Miscellaneous Exercises.- 3.9 The Integral I = ?(x?2 ? x2)dt.- 3.10 The Integral I = ?xx?2dt.- 3.11 The Integral I = ?x?2(1 + x?)2dt.- 3.12 Brachistochrone, or Path of Quickest Descent.- 3.13 Surface of Revolution of Minimum Area.- 3.14 The Principles of Mechanics.- Bibliographical Notes.- 4 Statement of the Necessary Condition for Mayer Problems of Optimal Control.- 4.1 Some General Assumptions.- 4.2 The Necessary Condition for Mayer Problems of Optimal Control.- 4.3 Statement of an Existence Theorem for Mayer's Problems of Optimal Control.- 4.4 Examples of Transversality Relations for Mayer Problems.- 4.5 The Value Function.- 4.6 Sufficient Conditions.- 4.7 Appendix: Derivation of Some of the Classical Necessary Conditions of Section 2.1 from the Necessary Condition for Mayer Problems of Optimal Control.- 4.8 Appendix: Derivation of the Classical Necessary Condition for Isoperimetric Problems from the Necessary Condition for Mayer Problems of Optimal Control.- 4.9 Appendix: Derivation of the Classical Necessary Condition for Lagrange Problems of the Calculus of Variations with Differential Equations as Constraints.- Bibliographical Notes.- 5 Lagrange and Bolza Problems of Optimal Control and Other Problems.- 5.1 The Necessary Condition for Bolza and Lagrange Problems of Optimal Control.- 5.2 Derivation of Properties (P1?)-(P4?) from (P1)-(P4).- 5.3 Examples of Applications of the Necessary Conditions for Lagrange Problems of Optimal Control.- 5.4 The Value Function.- 5.5 Sufficient Conditions for the Bolza Problem.- Bibliographical Notes.- 6 Examples and Exercises on Optimal Control.- 6.1 Stabilization of a Material Point Moving on a Straight Line under a Limited External Force.- 6.2 Stabilization of a Material Point under an Elastic Force and a Limited External Force.- 6.3 Minimum Time Stabilization of a Reentry Vehicle.- 6.4 Soft Landing on the Moon.- 6.5 Three More Problems on the Stabilization of a Point Moving on a Straight Line.- 6.6 Exercises.- 6.7 Optimal Economic Growth.- 6.8 Two More Classical Problems.- 6.9 The Navigation Problem.- Bibliographical Notes.- 7 Proofs of the Necessary Condition for Control Problems and Related Topics.- 7.1 Description of the Problem of Optimization.- 7.2 Sketch of the Proofs.- 7.3 The First Proof.- 7.4 Second Proof of the Necessary Condition.- 7.5 Proof of Boltyanskii's Statements (4.6.iv-v).- Bibliographical Notes.- 8 The Implicit Function Theorem and the Elementary Closure Theorem.- 8.1 Remarks on Semicontinuous Functionals.- 8.2 The Implicit Function Theorem.- 8.3 Selection Theorems.- 8.4 Convexity, Caratheodory's Theorem, Extreme Points.- 8.5 Upper Semicontinuity Properties of Set Valued Functions.- 8.6 The Elementary Closure Theorem.- 8.7 Some Fatou-Like Lemmas.- 8.8 Lower Closure Theorems with Respect to Uniform Convergence.- Bibliographical Notes.- 9 Existence Theorems: The Bounded, or Elementary, Case.- 9.1 Ascoli's Theorem.- 9.2 Filippov's Existence Theorem for Mayer Problems of Optimal Control.- 9.3 Filippov's Existence Theorem for Lagrange and Bolza Problems of Optimal Control.- 9.4 Elimination of the Hypothesis that A Is Compact in Filippov's Theorem for Mayer Problems.- 9.5 Elimination of the Hypothesis that A Is Compact in Filippov's Theorem for Lagrange and Bolza Problems.- 9.6 Examples.- Bibliographical Notes.- 10 Closure and Lower Closure Theorems under Weak Convergence.- 10.1 The Banach-Saks-Mazur Theorem.- 10.2 Absolute Integrability and Related Concepts.- 10.3 An Equivalence Theorem.- 10.4 A Few Remarks on Growth Conditions.- 10.5 The Growth Property (?) Implies Property (Q).- 10.6 Closure Theorems for Orientor Fields Based on Weak Convergence.- 10.7 Lower Closure Theorems for Orientor Fields Based on Weak Convergence.- 10.8 Lower Semicontinuity in the Topology of Weak Convergence.- 10.9 Necessary and Sufficient Conditions for Lower Closure.- Bibliographical Notes.- 11 Existence Theorems: Weak Convergence and Growth Conditions.- 11.1 Existence Theorems for Orientor Fields and Extended Problems.- 112 Elimination of the Hypothesis that A Is Bounded in Theorems (11.1. i-iv).- 11.3 Examples.- 11.4 Existence Theorems for Problems of Optimal Control with Unbounded Strategies.- 11.5 Elimination of the Hypothesis that A Is Bounded in Theorems (11.4.i-v).- 11.6 Examples.- 11.7 Counterexamples.- Bibliographical Notes.- 12 Existence Theorems: The Case of an Exceptional Set of No Growth.- 12.1 The Case of No Growth at the Points of a Slender Set. Lower Closure Theorems..- 12.2 Existence Theorems for Extended Free Problems with an Exceptional Slender Set.- 12.3 Existence Theorems for Problems of Optimal Control with an Exceptional Slender Set.- 12.4 Examples.- 12.5 Counterexamples.- Bibliographical Notes.- 13 Existence Theorems: The Use of Lipschitz and Tempered Growth Conditions.- 13.1 An Existence Theorem under Condition (D).- 13.2 Conditions of the F, G, and H Types Each Implying Property (D) and Weak Property (Q).- 13.3 Examples.- Bibliographical Notes.- 14 Existence Theorems: Problems of Slow Growth.- 14.1 Parametric Curves and Integrals.- 14.2 Transformation of Nonparametric into Parametric Integrals.- 14.3 Existence Theorems for (Nonparametric) Problems of Slow Growth.- 14.4 Examples.- Bibliographical Notes.- 15 Existence Theorems: The Use of Mere Pointwise Convergence on the Trajectories.- 15.1 The Helly Theorem.- 15.2 Closure Theorems with Components Converging Only Pointwise.- 15.3 Existence Theorems for Extended Problems Based on Pointwise Convergence.- 15.4 Existence Theorems for Problems of Optimal Control Based on Pointwise Convergence.- 15.5 Exercises.- Bibliographical Notes.- 16 Existence Theorems: Problems with No Convexity Assumptions.- 16.1 Lyapunov Type Theorems.- 16.2 The Neustadt Theorem for Mayer Problems with Bounded Controls.- 16.3 The Bang-Bang Theorem.- 16.4 The Neustadt Theorem for Lagrange and Bolza Problems with Bounded Controls.- 16.5 The Case of Unbounded Controls.- 16.6 Examples for the Unbounded Case.- 16.7 Problems of the Calculus of Variations without Convexity Assumptions.- Bibliographical Notes.- 17 Duality and Upper Semicontinuity of Set Valued Functions.- 17.1 Convex Functions on a Set.- 17.2 The Function T(x; z).- 17.3 Seminormality.- 17.4 Criteria for Property (Q).- 17.5 A Characterization of Property (Q) for the Sets $$tilde Q$$(t, x) in Terms of Seminormality.- 17.6 Duality and Another Characterization of Property (Q) in Terms of Duality.- 17.7 Characterization of Optimal Solutions in Terms of Duality.- 17.8 Property (Q) as an Extension of Maximal Monotonicity.- Bibliographical Notes.- 18 Approximation of Usual and of Generalized Solutions.- 18.1 The Gronwall Lemma.- 18.2 Approximation of AC Solutions by Means of C1 Solutions.- 18.3 The Brouwer Fixed Point Theorem.- 18.4 Further Results Concerning the Approximation of AC Trajectories by Means of C1 Trajectories.- 18.5 The Infimum for AC Solutions Can Be Lower than the One for C1 Solutions.- 18.6 Approximation of Generalized Solutions by Means of Usual Solutions.- 18.7 The Infimum for Generalized Solutions Can Be Lower than the One for Usual Solutions.- Bibliographical Notes.- Author Index.